| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
3,690.0 |
3,632.0 |
-58.0 |
-1.6% |
3,472.0 |
| High |
3,690.0 |
3,763.0 |
73.0 |
2.0% |
3,763.0 |
| Low |
3,567.0 |
3,627.0 |
60.0 |
1.7% |
3,373.0 |
| Close |
3,567.0 |
3,729.0 |
162.0 |
4.5% |
3,729.0 |
| Range |
123.0 |
136.0 |
13.0 |
10.6% |
390.0 |
| ATR |
168.6 |
170.6 |
2.0 |
1.2% |
0.0 |
| Volume |
27,424 |
30,800 |
3,376 |
12.3% |
159,336 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,114.3 |
4,057.7 |
3,803.8 |
|
| R3 |
3,978.3 |
3,921.7 |
3,766.4 |
|
| R2 |
3,842.3 |
3,842.3 |
3,753.9 |
|
| R1 |
3,785.7 |
3,785.7 |
3,741.5 |
3,814.0 |
| PP |
3,706.3 |
3,706.3 |
3,706.3 |
3,720.5 |
| S1 |
3,649.7 |
3,649.7 |
3,716.5 |
3,678.0 |
| S2 |
3,570.3 |
3,570.3 |
3,704.1 |
|
| S3 |
3,434.3 |
3,513.7 |
3,691.6 |
|
| S4 |
3,298.3 |
3,377.7 |
3,654.2 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,791.7 |
4,650.3 |
3,943.5 |
|
| R3 |
4,401.7 |
4,260.3 |
3,836.3 |
|
| R2 |
4,011.7 |
4,011.7 |
3,800.5 |
|
| R1 |
3,870.3 |
3,870.3 |
3,764.8 |
3,941.0 |
| PP |
3,621.7 |
3,621.7 |
3,621.7 |
3,657.0 |
| S1 |
3,480.3 |
3,480.3 |
3,693.3 |
3,551.0 |
| S2 |
3,231.7 |
3,231.7 |
3,657.5 |
|
| S3 |
2,841.7 |
3,090.3 |
3,621.8 |
|
| S4 |
2,451.7 |
2,700.3 |
3,514.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,763.0 |
3,373.0 |
390.0 |
10.5% |
118.8 |
3.2% |
91% |
True |
False |
31,867 |
| 10 |
3,763.0 |
3,234.0 |
529.0 |
14.2% |
134.6 |
3.6% |
94% |
True |
False |
35,484 |
| 20 |
4,381.0 |
3,234.0 |
1,147.0 |
30.8% |
126.2 |
3.4% |
43% |
False |
False |
33,992 |
| 40 |
4,708.0 |
3,234.0 |
1,474.0 |
39.5% |
139.2 |
3.7% |
34% |
False |
False |
36,730 |
| 60 |
5,125.0 |
3,234.0 |
1,891.0 |
50.7% |
131.6 |
3.5% |
26% |
False |
False |
35,762 |
| 80 |
5,226.0 |
3,234.0 |
1,992.0 |
53.4% |
110.1 |
3.0% |
25% |
False |
False |
26,867 |
| 100 |
5,226.0 |
3,234.0 |
1,992.0 |
53.4% |
95.8 |
2.6% |
25% |
False |
False |
21,506 |
| 120 |
5,495.0 |
3,234.0 |
2,261.0 |
60.6% |
86.8 |
2.3% |
22% |
False |
False |
17,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,341.0 |
|
2.618 |
4,119.0 |
|
1.618 |
3,983.0 |
|
1.000 |
3,899.0 |
|
0.618 |
3,847.0 |
|
HIGH |
3,763.0 |
|
0.618 |
3,711.0 |
|
0.500 |
3,695.0 |
|
0.382 |
3,679.0 |
|
LOW |
3,627.0 |
|
0.618 |
3,543.0 |
|
1.000 |
3,491.0 |
|
1.618 |
3,407.0 |
|
2.618 |
3,271.0 |
|
4.250 |
3,049.0 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,717.7 |
3,701.8 |
| PP |
3,706.3 |
3,674.7 |
| S1 |
3,695.0 |
3,647.5 |
|